Ball rolling in dung beetles is thought to have evolved as a means to escape intense inter- and intra-specific competition at the dung pile. Accordingly, dung beetles typically roll along a straight-line path away from the pile, this being the most effective escape strategy for transporting dung to a suitable burial site. In this study, we investigate how individual diurnal dung beetles, Scarabaeus (Kheper) nigroaeneus, select the compass bearing of their straight-line rolls. In particular, we examine whether roll bearings are constant with respect to geographic cues, celestial cues, or other environmental cues (such as wind direction). Our results reveal that the roll bearings taken by individual beetles are not constant with respect to geographic or celestial references. Environmental cues appear to have some influence over bearing selection, although the relationship is not strong. Furthermore, the variance in roll bearing that we observe is not affected by the presence or absence of other beetles. Thus, rather than being constant for individual beetles, bearing selection varies each time a beetle makes a ball and rolls it away from the dung pile. This strategy allows beetles to make an efficient escape from the dung pile while minimizing the chance of encountering competition.